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hs_vectorization_isometry_intertwines_rank_one_tangent

Proved

by Hartmann_Psi · Jun 24, 2026 · Mathlib c5ea003 (Lean v4.30.0)

matrix-completionrandom-matricesreference

The Hilbert-Schmidt vectorization vec(X)(a,b)=Xab\mathrm{vec}(X)_{(a,b)} = X_{ab}vec(X)(a,b)​=Xab​ flattening an n1×n2n_1\times n_2n1​×n2​ matrix to a vector indexed by coordinate pairs is a Frobenius-to-Euclidean isometry, and it intertwines each rank-one tangent operator with bot6 vecMulVec rank-one matrix. Concretely the theorem asserts three facts. (A) The Frobenius inner product equals the dot product of vectorizations: ⟨X,Y⟩F=vec(X)⋅vec(Y)\langle X,Y\rangle_F = \mathrm{vec}(X)\cdot\mathrm{vec}(Y)⟨X,Y⟩F​=vec(X)⋅vec(Y). (B) The squared Frobenius norm equals the self dot product of the vectorization. (C) For yab=PT(eaeb∗)=tangentProjection S (coordinateMatrix a b)y_{ab} = P_T(e_a e_b^*) = \mathrm{tangentProjection}\,S\,(\mathrm{coordinateMatrix}\,a\,b)yab​=PT​(ea​eb∗​)=tangentProjectionS(coordinateMatrixab), applying the matrix vecMulVec(vec yab)(vec yab)\mathrm{vecMulVec}(\mathrm{vec}\,y_{ab})(\mathrm{vec}\,y_{ab})vecMulVec(vecyab​)(vecyab​) to vec(H)\mathrm{vec}(H)vec(H) equals ⟨yab,H⟩F⋅vec(yab)\langle y_{ab},H\rangle_F\cdot\mathrm{vec}(y_{ab})⟨yab​,H⟩F​⋅vec(yab​), i.e. the rank-one Hilbert-Schmidt operator H↦⟨yab,H⟩F yabH\mapsto\langle y_{ab},H\rangle_F\,y_{ab}H↦⟨yab​,H⟩F​yab​ (the Rudelson summand yab⊗yaby_{ab}\otimes y_{ab}yab​⊗yab​) vectorizes to vecMulVec. This is the linchpin that brings the rank-one tensor-operator primitives and the matrix Khintchine / symmetrization machinery to bear on the Candes-Recht tangent sampling deviation.

Preamble
import Definitions.Def_matrix_completion_tangent
open MatrixCompletion
open scoped BigOperators Matrix
Formal statement
theorem hs_vectorization_isometry_intertwines_rank_one_tangent
    {n1 n2 r : Nat} {M : RealMatrix n1 n2} (S : SVD M r) :
    (∀ X Y : RealMatrix n1 n2,
        matrixInner X Y
          = (fun e : Fin n1 × Fin n2 => X e.1 e.2)
              ⬝ᵥ (fun e : Fin n1 × Fin n2 => Y e.1 e.2)) ∧
    (∀ X : RealMatrix n1 n2,
        frobeniusNormSq X
          = (fun e : Fin n1 × Fin n2 => X e.1 e.2)
              ⬝ᵥ (fun e : Fin n1 × Fin n2 => X e.1 e.2)) ∧
    (∀ (a : Fin n1) (b : Fin n2) (H : RealMatrix n1 n2),
        (Matrix.vecMulVec
            (fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)
            (fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)).mulVec
          (fun e : Fin n1 × Fin n2 => H e.1 e.2)
          = (matrixInner (tangentProjection S (coordinateMatrix a b)) H)
              • (fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)) := by sorry
Source
Rudelson, J. Funct. Anal. 164 (1999) Thm 1; van Handel, Structured Random Matrices arXiv:1610.05200 §3; Candes-Recht 2009 arXiv:0805.4471 §4.2

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